Pages that link to "Item:Q5462954"

The following pages link to An Introduction to Financial Option Valuation (Q5462954):

Displaying 32 items.

• Analytic models for parameter dependency in option price modelling (Q312173) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
• Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff (Q964681) (← links)
• Adaptive lattice methods for multi-asset models (Q1004678) (← links)
• Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
• Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts (Q1044195) (← links)
• A multiquadric quasi-interpolations method for CEV option pricing model (Q1631408) (← links)
• A practical error formula for multivariate rational interpolation and approximation (Q1960247) (← links)
• High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
• Age-structured population model under uncertain environment (Q2100438) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
• The variation of financial arbitrage via the use of an information wave function (Q2426172) (← links)
• The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
• Pricing of Path-Dependent European-Type Options Using Monte Carlo Simulation (Q2789094) (← links)
• An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
• Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• Autoregressive trending risk function and exhaustion in random asset price movement (Q3103201) (← links)
• Observability of the scattering cross-section through phase decoherence (Q3438482) (← links)
• Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
• (Q4607744) (← links)
• (Q5084053) (← links)
• (Q5120364) (← links)
• A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
• IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399) (← links)
• High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing (Q5433235) (← links)
• On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
• (Q5884109) (← links)
• Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence (Q6649258) (← links)